EIGIX vs. FTHRX
EIGIX (Eaton Vance Core Bond Fund) and FTHRX (Fidelity Intermediate Bond Fund) are both mutual funds - EIGIX is a Intermediate Core-Plus Bond fund managed by Eaton Vance, while FTHRX is a Intermediate Core Bond fund actively managed by Fidelity. Over the past 10 years, EIGIX returned 1.93%/yr vs 1.87%/yr for FTHRX. Their correlation of 0.90 means they have usually moved in the same direction. EIGIX charges 0.49%/yr vs 0.45%/yr for FTHRX.
Performance
EIGIX vs. FTHRX - Performance Comparison
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Returns By Period
In the year-to-date period, EIGIX achieves a -0.79% return, which is significantly lower than FTHRX's -0.23% return. Both investments have delivered pretty close results over the past 10 years, with EIGIX having a 1.93% annualized return and FTHRX not far behind at 1.87%.
EIGIX
- 1D
- 0.12%
- 1M
- -1.17%
- 6M
- -1.02%
- YTD
- -0.79%
- 1Y
- 1.65%
- 3Y*
- 4.29%
- 5Y*
- -0.07%
- 10Y*
- 1.93%
- ALL TIME*
- 2.18%
FTHRX
- 1D
- 0.10%
- 1M
- -0.59%
- 6M
- -0.34%
- YTD
- -0.23%
- 1Y
- 1.82%
- 3Y*
- 4.38%
- 5Y*
- 0.81%
- 10Y*
- 1.87%
- ALL TIME*
- 3.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EIGIX vs. FTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIGIX Eaton Vance Core Bond Fund | -0.79% | 7.76% | 2.90% | 5.03% | -13.13% | 0.72% | 8.18% | 9.84% | -0.50% | 4.47% |
FTHRX Fidelity Intermediate Bond Fund | -0.23% | 6.89% | 3.25% | 5.55% | -9.17% | -1.60% | 7.06% | 7.20% | 0.52% | 2.31% |
Correlation
The correlation between EIGIX and FTHRX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.90 |
The correlation between EIGIX and FTHRX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
EIGIX vs. FTHRX — Risk / Return Rank
EIGIX
FTHRX
EIGIX vs. FTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Core Bond Fund (EIGIX) and Fidelity Intermediate Bond Fund (FTHRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIGIX | FTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.35 | -0.45 |
| Martin ratioReturn relative to average drawdown | 2.31 | 3.34 | -1.03 |
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Drawdowns
EIGIX vs. FTHRX - Drawdown Comparison
The maximum EIGIX drawdown since its inception was -17.71%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for EIGIX and FTHRX.
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Drawdown Indicators
| EIGIX | FTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -19.01% | +1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -2.11% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -5.29% | -2.50% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -17.71% | -13.18% | -4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -17.71% | -13.25% | -4.46% |
Current DrawdownCurrent decline from peak | -2.48% | -1.46% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -3.06% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.85% | +0.39% |
Volatility
EIGIX vs. FTHRX - Volatility Comparison
Eaton Vance Core Bond Fund (EIGIX) has a higher volatility of 0.96% compared to Fidelity Intermediate Bond Fund (FTHRX) at 0.73%. This indicates that EIGIX's price experiences larger fluctuations and is considered to be riskier than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIGIX | FTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.73% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 2.18% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 2.74% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 4.04% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 3.40% | +1.33% |
EIGIX vs. FTHRX - Expense Ratio Comparison
EIGIX has a 0.49% expense ratio, which is higher than FTHRX's 0.45% expense ratio.
Dividends
EIGIX vs. FTHRX - Dividend Comparison
EIGIX's dividend yield for the trailing twelve months is around 3.95%, more than FTHRX's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIGIX Eaton Vance Core Bond Fund | 3.95% | 4.16% | 4.29% | 2.85% | 3.10% | 3.53% | 5.38% | 4.00% | 3.25% | 2.83% | 2.76% | 2.96% |
FTHRX Fidelity Intermediate Bond Fund | 3.41% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
Frequently Asked Questions
With a correlation of 0.91, EIGIX and FTHRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EIGIX has higher volatility (0.96%) compared to FTHRX (0.73%). In terms of maximum drawdown, EIGIX dropped -17.71% vs FTHRX's -19.01%.
FTHRX currently has the higher Sharpe Ratio (1.04 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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